+10.9%
QCOM vs TECK
+104.7%
-93.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +1.9% |
| 7D | +5.1% | +7.8% | -2.7% | +2.7% |
| 30D | +4.3% | +8.3% | -4.0% | +1.6% |
| 3M | -19.6% | +16.1% | -35.7% | -23.5% |
| 6M | +29.5% | +42.9% | -13.4% | +18.9% |
| YTD | +3.4% | +50.8% | -47.4% | -6.2% |
| 1Y | +10.9% | +106.1% | -95.2% | +1.5% |
| All | +10.9% | +104.7% | -93.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling